+979.6%
NI vs PSKY
-42.2%
+1,021.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -3.5% | +24.0% | -27.5% | -7.0% |
| 3M | -9.1% | +2.2% | -11.3% | -9.7% |
| 6M | -11.8% | -9.0% | -2.9% | -11.2% |
| YTD | +1.1% | -18.1% | +19.2% | +3.0% |
| 1Y | +6.7% | -25.1% | +31.8% | +9.3% |
| 3Y | +71.1% | -16.3% | +87.4% | +62.3% |
| 5Y | +94.3% | -70.4% | +164.7% | +114.2% |
| 10Y | +135.8% | -74.2% | +209.9% | +133.5% |
| All | +979.6% | -42.2% | +1,021.8% | +677.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling